Invariant properties of logistic regression model in credit scoring under monotonic transformations (Q4586607): Difference between revisions

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Revision as of 16:30, 5 March 2024

scientific article; zbMATH DE number 6800939
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Invariant properties of logistic regression model in credit scoring under monotonic transformations
scientific article; zbMATH DE number 6800939

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    Invariant properties of logistic regression model in credit scoring under monotonic transformations (English)
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    27 October 2017
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    information value
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    Kolmogorov statistics
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    lift table
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    logistic regression
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    monotonic transformation
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    maximum likelihood estimate
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    mutual information
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    Kolmogorov-Smirnov
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